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本文运用Levy提出的变换研究需求可变性降低对风险偏好零售商的库存决策、销售努力决策和期望效用的影响,用均值CVaR刻画零售商的风险偏好特性,它包括风险厌恶、风险追求,也具有损失规避的特性。首先,运用该变换定量刻画需求可变性的降低,证明该变换蕴含经典随机占优中的割准则序和二阶随机占优等。其次,给出系统的最优订货量、最优期望效用和最优销售努力水平,得到它们关于风险偏好系数的单调性,并给出降低需求可变性对期望效用的影响。第三,针对风险中性、风险厌恶(最大化CVaR)和风险追求(最小化CVaR)这三种特殊情况得到相应的结果,并给出企业在库存决策和促销决策的管理启示。最后,通过数值例子验证了得到的研究结果并给出相应的管理启示。 相似文献
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运用应用概率中的随机占优研究需求不确定性对混合CVaR约束库存系统最优订购量和最优利润的影响。引入刻画决策者风险态度的“风险偏好系数”,得到系统最优订购量和最优利润关于风险偏好系数的单调性。研究表明随机大需求总会导致系统较高的最优订购量和最优利润;在割准则序意义下,最优订购量可能随需求可变性的增加而增加也可能随需求可变性的增加而减少;在二阶随机占优且风险偏好系数大于等于1的情况下系统最优利润具有随机单调性,然而当风险偏好系数小于1时最优利润在二阶随机占优意义下的结论不一定成立,我们通过一个数值例子来说明。 相似文献
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研究需求依赖销售努力库存系统中需求不确定性对系统最优订货量、利润和销售努力的影响.对一般需求模型给出期望利润关于订货量和努力水平为联合凹的充分条件,证明期望利润函数的超模性质.对加乘需求模型证明系统最优利润和最优努力水平都可由一类与需求分布有关的广义TTT变换来表示.通过引入定义在不同支撑分布集合上一阶、二阶和三阶随机占优,得到广义TTT变换之差与二阶和三阶随机占优之间的关系式,建立了比较库存系统最优利润或努力水平的理论基础.在一阶和二阶随机占优意义下对加乘需求模型得到比较系统最优利润和努力水平的充分条件或充分必要条件.进一步,证明存在一类需求分布当系统关键比(或市场价格)足够大时系统最优利润和努力水平随需求可变性的增加而增加.最后给出几个数值例子验证了研究结果. 相似文献
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本文运用应用概率中的随机占优研究位相型(PH)分布的随机比较问题,具体给出在一阶、二阶随机占优下比较两个离散PH分布或两个连续PH分布的充分条件及充分必要条件。研究表明,比较两个离散PH分布可变性的条件与比较两个连续PH分布可变性的条件不同,在二阶随机占优意义下比较两个连续PH分布的条件与均值无关,而比较两个离散PH分布的条件与均值有关。本文的结果可用于研究PH分布的最小变异系数问题和可变性问题,也可用于研究带有PH到达间隔或PH服务的排队系统中到达过程或服务时间可变性对系统队长或等待时间的影响。 相似文献
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《数学的实践与认识》2020,(13)
研究一类随机惯性时滞BAM神经网络,通过引入变量替换将二阶微分系统变换为一阶微分系统.利用微分方程有关知识,Schwarz不等式、Ito积分性质和递推归纳,讨论其系统解的有界性和指数稳定性,并给出其判定的充分条件,最后给出数值例子说明所得结果容易验证. 相似文献
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给出了判定非广义对角占优矩阵的充要条件,从理论上彻底解决了不可约非广义对角占优矩阵的判定问题,并给出了判定不可约非广义对角占优矩阵的具体算法. 相似文献
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章月红刘伟蒋望东 《高校应用数学学报(A辑)》2020,(1):83-98
研究一类随机惯性时滞神经网络稳定性问题.通过引入适当变量变换将二阶微分系统转换为一阶微分系统,利用同胚映射,Ito公式和微分算子,构造恰当的Lyapunov函数和采用递推归纳,给出其系统平衡点存在唯一及全局渐近稳定和解指数稳定判定的充分条件,最后通过数值模拟例子说明所得理论结果的正确性. 相似文献
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F. J. Schuurmann P. R. Krishnaiah A. K. Chattopadhyay 《Journal of multivariate analysis》1973,3(4):445-453
In this paper, the authors cosider the derivation of the exact distributions of the ratios of the extreme roots to the trace of the Wishart matrix. Also, exact percentage points of these distributions are given and their applications are discussed. 相似文献
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《European Journal of Operational Research》2005,161(2):377-385
The valuation of levered investment in the practice is made with the WACC approach, even if the superior technique of the APV is available. The paper shows that the APV can be interpreted as the arbitrage free value of the portfolio made by an investment and a supporting loan. Therefore the WACC evaluation, generally different from the APV, allows for arbitrage. We provide various conditions which completely characterize the sign of the error as a functions of all the variables entering the model. 相似文献
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用常微分方程模型分析预防和隔离措施对SARS发病率的影响 总被引:2,自引:2,他引:0
通过建立常微分方程模型 ,分析了预防和隔离措施对 SARS发病率的影响 ,并把计算结果与实际统计数据进行了比较 ,结果表明 ,及时高效的预防和隔离措施能够有效地控制 SARS的传播 . 相似文献
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《Chaos, solitons, and fractals》2001,12(6):1101-1109
Two recent findings necessitate a closer look at the existing standard models of particle physics and cosmology. These are the discovery of neutrino oscillation, and hence a non-zero mass on the one hand and, on the other, observations of distant supernovae which indicate that contrary to popular belief, the universe would continue to expand for ever, possibly accelerating in the process. In this paper it is pointed out that relatively recent studies which indicate a stochastic, quantum vacuum underpinning and a fractal structure for space time, reconcile both of the recent observations, harmoniously. 相似文献
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Hans Jürgen Borchers 《Annales Henri Poincare》2002,3(1):1-17
The spectrum of the translations in local quantum field theory will be analyzed in order to show that in a positive energy representation without vacuum vector and with lowest mass m1 there is no gap in the spectrum which is larger than 2m1. In particular in a zero mass representation there is no hole at all. These results are obtained with methods of analytic functions of several complex variables. 相似文献
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Presented by A. F. Pixley. 相似文献
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For a Riesz operator T on a reflexive Banach space X with nonzero eigenvalues
denote by E(λi; T) the eigen-projection corresponding to an eigenvalue λi. In this paper we will show that if the operator sequence
is uniformly bounded, then the Riesz operator T can be decomposed into the sum of two operators Tp and Tr: T = Tp + Tr, where Tp is the weak limit of Tn and Tr is quasi-nilpotent. The result is used to obtain an expansion of a Riesz semigroup T(t) for t ≥ τ. As an application, we consider the solution of transport equation on a bounded convex body. 相似文献
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A. G. Shukhov 《Mathematical Notes》1999,65(4):510-515
Let {
} be a sequence of finitely presented groups with generating setA={a1, …, am}, and letRk be the symmetrized set of words over the alphabetA∪A−1 obtained from the defining words and their inverses by all cyclic shifts. We shall assume that the words inRk are cyclically irreducible, and their lengths tend to ∞ ask increases. In the paper, it is proved that ifRk satisfies the small cancellation conditionC'(1/6) and the number of relators increases not very rapidly with increasingk, then the growth rate ψ(Gk) tends to 2m−1 ask→∞.
Translated fromMatematicheskie Zametki, Vol. 65, No. 4, pp. 611–617, April, 1999. 相似文献